-99.8%
SOXS vs REGN
+46.5%
-146.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.9% | -8.3% | -10.1% |
| 7D | -7.0% | +4.2% | -11.2% | -7.0% |
| 30D | +2.8% | +7.8% | -5.0% | +2.9% |
| 3M | -9.8% | +31.8% | -41.6% | -9.3% |
| 6M | -99.2% | +5.4% | -104.6% | -99.2% |
| YTD | -99.5% | +7.7% | -107.1% | -99.5% |
| 1Y | -99.8% | +46.7% | -146.5% | -99.8% |
| All | -99.8% | +46.5% | -146.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling